Ran prettier
This commit is contained in:
F. Eugene Aumson
parent
b5e3f0b90c
commit
a9d0cec6d1
@ -217,16 +217,17 @@ export class MarketOperationUtils {
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),
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),
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);
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);
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const rfqtPromise = !IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
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const rfqtPromise =
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? getRfqtIndicativeQuotesAsync(
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!IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
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nativeOrders[0].makerAssetData,
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? getRfqtIndicativeQuotesAsync(
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nativeOrders[0].takerAssetData,
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nativeOrders[0].makerAssetData,
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MarketOperation.Sell,
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nativeOrders[0].takerAssetData,
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takerAmount,
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MarketOperation.Sell,
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undefined,
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takerAmount,
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_opts,
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undefined,
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)
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_opts,
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: Promise.resolve([]);
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)
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: Promise.resolve([]);
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const offChainBalancerPromise = sampleBalancerOffChain
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const offChainBalancerPromise = sampleBalancerOffChain
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? this._sampler.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
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? this._sampler.getBalancerSellQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
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@ -364,16 +365,17 @@ export class MarketOperationUtils {
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this._liquidityProviderRegistry,
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this._liquidityProviderRegistry,
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),
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),
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);
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);
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const rfqtPromise = !IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
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const rfqtPromise =
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? getRfqtIndicativeQuotesAsync(
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!IS_PRICE_AWARE_RFQ_ENABLED && quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
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nativeOrders[0].makerAssetData,
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? getRfqtIndicativeQuotesAsync(
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nativeOrders[0].takerAssetData,
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nativeOrders[0].makerAssetData,
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MarketOperation.Buy,
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nativeOrders[0].takerAssetData,
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makerAmount,
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MarketOperation.Buy,
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undefined,
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makerAmount,
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_opts,
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undefined,
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)
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_opts,
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: Promise.resolve([]);
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)
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: Promise.resolve([]);
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const offChainBalancerPromise = sampleBalancerOffChain
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const offChainBalancerPromise = sampleBalancerOffChain
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? this._sampler.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
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? this._sampler.getBalancerBuyQuotesOffChainAsync(makerToken, takerToken, sampleAmounts)
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: Promise.resolve([]);
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: Promise.resolve([]);
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@ -675,7 +677,12 @@ export class MarketOperationUtils {
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// If RFQ liquidity is enabled, make a request to check RFQ liquidity
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// If RFQ liquidity is enabled, make a request to check RFQ liquidity
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const { rfqt } = _opts;
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const { rfqt } = _opts;
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if (IS_PRICE_AWARE_RFQ_ENABLED && rfqt && rfqt.quoteRequestor && marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)) {
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if (
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IS_PRICE_AWARE_RFQ_ENABLED &&
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rfqt &&
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rfqt.quoteRequestor &&
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marketSideLiquidity.quoteSourceFilters.isAllowed(ERC20BridgeSource.Native)
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) {
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// Calculate a suggested price. For now, this is simply the overall price of the aggregation.
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// Calculate a suggested price. For now, this is simply the overall price of the aggregation.
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let comparisonPrice: BigNumber | undefined;
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let comparisonPrice: BigNumber | undefined;
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if (optimizerResult) {
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if (optimizerResult) {
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@ -725,326 +725,379 @@ describe('MarketOperationUtils tests', () => {
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}
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}
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});
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});
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it('getMarketSellOrdersAsync() optimizer will be called once only if RFQ if not defined', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
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it(
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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'getMarketSellOrdersAsync() optimizer will be called once only if RFQ if not defined',
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MarketOperationUtils,
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IS_PRICE_AWARE_RFQ_ENABLED
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TypeMoq.MockBehavior.Loose,
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? async () => {
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false,
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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MOCK_SAMPLER,
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MarketOperationUtils,
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contractAddresses,
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TypeMoq.MockBehavior.Loose,
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ORDER_DOMAIN,
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false,
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);
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MOCK_SAMPLER,
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mockedMarketOpUtils.callBase = true;
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contractAddresses,
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ORDER_DOMAIN,
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);
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mockedMarketOpUtils.callBase = true;
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// Ensure that `_generateOptimizedOrdersAsync` is only called once
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// Ensure that `_generateOptimizedOrdersAsync` is only called once
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mockedMarketOpUtils
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mockedMarketOpUtils
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.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
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.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
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.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
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.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
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.verifiable(TypeMoq.Times.once());
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.verifiable(TypeMoq.Times.once());
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const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
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const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
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await mockedMarketOpUtils.object.getMarketSellOrdersAsync(ORDERS, totalAssetAmount, DEFAULT_OPTS);
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await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
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mockedMarketOpUtils.verifyAll();
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ORDERS,
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} : undefined);
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totalAssetAmount,
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DEFAULT_OPTS,
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);
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mockedMarketOpUtils.verifyAll();
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}
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: undefined,
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);
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it('optimizer will send in a comparison price to RFQ providers', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
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it(
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// Set up mocked quote requestor, will return an order that is better
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'optimizer will send in a comparison price to RFQ providers',
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// than the best of the orders.
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IS_PRICE_AWARE_RFQ_ENABLED
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const mockedQuoteRequestor = TypeMoq.Mock.ofType(QuoteRequestor, TypeMoq.MockBehavior.Loose, false, {});
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? async () => {
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// Set up mocked quote requestor, will return an order that is better
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// than the best of the orders.
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const mockedQuoteRequestor = TypeMoq.Mock.ofType(
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QuoteRequestor,
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TypeMoq.MockBehavior.Loose,
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false,
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{},
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);
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let requestedComparisonPrice: BigNumber | undefined;
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let requestedComparisonPrice: BigNumber | undefined;
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mockedQuoteRequestor
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mockedQuoteRequestor
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.setup(mqr =>
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.setup(mqr =>
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mqr.requestRfqtFirmQuotesAsync(
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mqr.requestRfqtFirmQuotesAsync(
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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TypeMoq.It.isAny(),
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),
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),
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)
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)
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.callback(
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.callback(
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(
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(
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_makerAssetData: string,
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_makerAssetData: string,
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_takerAssetData: string,
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_takerAssetData: string,
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_assetFillAmount: BigNumber,
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_assetFillAmount: BigNumber,
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_marketOperation: MarketOperation,
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_marketOperation: MarketOperation,
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comparisonPrice: BigNumber | undefined,
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comparisonPrice: BigNumber | undefined,
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_options: RfqtRequestOpts,
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_options: RfqtRequestOpts,
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) => {
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) => {
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requestedComparisonPrice = comparisonPrice;
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requestedComparisonPrice = comparisonPrice;
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},
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},
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)
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)
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.returns(async () => {
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.returns(async () => {
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return [
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return [
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{
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{
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signedOrder: createOrder({
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signedOrder: createOrder({
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makerAssetData: MAKER_ASSET_DATA,
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makerAssetData: MAKER_ASSET_DATA,
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takerAssetData: TAKER_ASSET_DATA,
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takerAssetData: TAKER_ASSET_DATA,
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(321, 6),
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(321, 6),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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}),
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}),
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},
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},
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];
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];
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});
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});
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// Set up sampler, will only return 1 on-chain order
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// Set up sampler, will only return 1 on-chain order
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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MarketOperationUtils,
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MarketOperationUtils,
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TypeMoq.MockBehavior.Loose,
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TypeMoq.MockBehavior.Loose,
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false,
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false,
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MOCK_SAMPLER,
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MOCK_SAMPLER,
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contractAddresses,
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contractAddresses,
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ORDER_DOMAIN,
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ORDER_DOMAIN,
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);
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);
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mockedMarketOpUtils.callBase = true;
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mockedMarketOpUtils.callBase = true;
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mockedMarketOpUtils
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mockedMarketOpUtils
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.setup(mou =>
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.setup(mou =>
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mou.getMarketSellLiquidityAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny(), TypeMoq.It.isAny()),
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mou.getMarketSellLiquidityAsync(
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)
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TypeMoq.It.isAny(),
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.returns(async () => {
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TypeMoq.It.isAny(),
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return {
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TypeMoq.It.isAny(),
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dexQuotes: [],
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),
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ethToInputRate: Web3Wrapper.toBaseUnitAmount(1, 18),
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)
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ethToOutputRate: Web3Wrapper.toBaseUnitAmount(1, 6),
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.returns(async () => {
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inputAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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return {
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inputToken: MAKER_TOKEN,
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dexQuotes: [],
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outputToken: TAKER_TOKEN,
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ethToInputRate: Web3Wrapper.toBaseUnitAmount(1, 18),
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nativeOrders: [
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ethToOutputRate: Web3Wrapper.toBaseUnitAmount(1, 6),
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createOrder({
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inputAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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makerAssetData: MAKER_ASSET_DATA,
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inputToken: MAKER_TOKEN,
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takerAssetData: TAKER_ASSET_DATA,
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outputToken: TAKER_TOKEN,
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(320, 6),
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nativeOrders: [
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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createOrder({
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}),
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makerAssetData: MAKER_ASSET_DATA,
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],
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takerAssetData: TAKER_ASSET_DATA,
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orderFillableAmounts: [Web3Wrapper.toBaseUnitAmount(1, 18)],
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makerAssetAmount: Web3Wrapper.toBaseUnitAmount(320, 6),
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rfqtIndicativeQuotes: [],
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takerAssetAmount: Web3Wrapper.toBaseUnitAmount(1, 18),
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side: MarketOperation.Sell,
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}),
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twoHopQuotes: [],
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],
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quoteSourceFilters: new SourceFilters(),
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orderFillableAmounts: [Web3Wrapper.toBaseUnitAmount(1, 18)],
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makerTokenDecimals: 6,
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rfqtIndicativeQuotes: [],
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takerTokenDecimals: 18,
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side: MarketOperation.Sell,
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};
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twoHopQuotes: [],
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});
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quoteSourceFilters: new SourceFilters(),
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const result = await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
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makerTokenDecimals: 6,
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ORDERS,
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takerTokenDecimals: 18,
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Web3Wrapper.toBaseUnitAmount(1, 18),
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};
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{
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});
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...DEFAULT_OPTS,
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const result = await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
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rfqt: {
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ORDERS,
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isIndicative: false,
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Web3Wrapper.toBaseUnitAmount(1, 18),
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apiKey: 'foo',
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{
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takerAddress: randomAddress(),
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...DEFAULT_OPTS,
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intentOnFilling: true,
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rfqt: {
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quoteRequestor: {
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isIndicative: false,
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requestRfqtFirmQuotesAsync: mockedQuoteRequestor.object.requestRfqtFirmQuotesAsync,
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apiKey: 'foo',
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} as any,
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takerAddress: randomAddress(),
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},
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intentOnFilling: true,
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},
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quoteRequestor: {
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);
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requestRfqtFirmQuotesAsync:
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expect(result.optimizedOrders.length).to.eql(1);
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mockedQuoteRequestor.object.requestRfqtFirmQuotesAsync,
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// tslint:disable-next-line:no-unnecessary-type-assertion
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} as any,
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expect(requestedComparisonPrice!.toString()).to.eql('320');
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},
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expect(result.optimizedOrders[0].makerAssetAmount.toString()).to.eql('321000000');
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},
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expect(result.optimizedOrders[0].takerAssetAmount.toString()).to.eql('1000000000000000000');
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);
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} : undefined);
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expect(result.optimizedOrders.length).to.eql(1);
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// tslint:disable-next-line:no-unnecessary-type-assertion
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expect(requestedComparisonPrice!.toString()).to.eql('320');
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expect(result.optimizedOrders[0].makerAssetAmount.toString()).to.eql('321000000');
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expect(result.optimizedOrders[0].takerAssetAmount.toString()).to.eql('1000000000000000000');
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}
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: undefined,
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);
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it('getMarketSellOrdersAsync() will not rerun the optimizer if no orders are returned', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
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it(
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// Ensure that `_generateOptimizedOrdersAsync` is only called once
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'getMarketSellOrdersAsync() will not rerun the optimizer if no orders are returned',
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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IS_PRICE_AWARE_RFQ_ENABLED
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MarketOperationUtils,
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? async () => {
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TypeMoq.MockBehavior.Loose,
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// Ensure that `_generateOptimizedOrdersAsync` is only called once
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false,
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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MOCK_SAMPLER,
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MarketOperationUtils,
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contractAddresses,
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TypeMoq.MockBehavior.Loose,
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ORDER_DOMAIN,
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false,
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);
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MOCK_SAMPLER,
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mockedMarketOpUtils.callBase = true;
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contractAddresses,
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mockedMarketOpUtils
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ORDER_DOMAIN,
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.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
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);
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.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
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mockedMarketOpUtils.callBase = true;
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.verifiable(TypeMoq.Times.once());
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mockedMarketOpUtils
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.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
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.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
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.verifiable(TypeMoq.Times.once());
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|
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const requestor = getMockedQuoteRequestor('firm', [], TypeMoq.Times.once());
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const requestor = getMockedQuoteRequestor('firm', [], TypeMoq.Times.once());
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|
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const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
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const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
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await mockedMarketOpUtils.object.getMarketSellOrdersAsync(ORDERS, totalAssetAmount, {
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await mockedMarketOpUtils.object.getMarketSellOrdersAsync(ORDERS, totalAssetAmount, {
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...DEFAULT_OPTS,
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...DEFAULT_OPTS,
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rfqt: {
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rfqt: {
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isIndicative: false,
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isIndicative: false,
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apiKey: 'foo',
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apiKey: 'foo',
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takerAddress: randomAddress(),
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takerAddress: randomAddress(),
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intentOnFilling: true,
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intentOnFilling: true,
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quoteRequestor: {
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quoteRequestor: {
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requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
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requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
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} as any,
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} as any,
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},
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},
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});
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});
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mockedMarketOpUtils.verifyAll();
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mockedMarketOpUtils.verifyAll();
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requestor.verifyAll();
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requestor.verifyAll();
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} : undefined);
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}
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: undefined,
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|
);
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|
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it('getMarketSellOrdersAsync() will rerun the optimizer if one or more indicative are returned', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
|
it(
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const requestor = getMockedQuoteRequestor('indicative', [ORDERS[0], ORDERS[1]], TypeMoq.Times.once());
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'getMarketSellOrdersAsync() will rerun the optimizer if one or more indicative are returned',
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|
IS_PRICE_AWARE_RFQ_ENABLED
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|
? async () => {
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|
const requestor = getMockedQuoteRequestor(
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|
'indicative',
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|
[ORDERS[0], ORDERS[1]],
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|
TypeMoq.Times.once(),
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|
);
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|
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const numOrdersInCall: number[] = [];
|
const numOrdersInCall: number[] = [];
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const numIndicativeQuotesInCall: number[] = [];
|
const numIndicativeQuotesInCall: number[] = [];
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|
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const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
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MarketOperationUtils,
|
MarketOperationUtils,
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TypeMoq.MockBehavior.Loose,
|
TypeMoq.MockBehavior.Loose,
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false,
|
false,
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MOCK_SAMPLER,
|
MOCK_SAMPLER,
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contractAddresses,
|
contractAddresses,
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ORDER_DOMAIN,
|
ORDER_DOMAIN,
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);
|
);
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mockedMarketOpUtils.callBase = true;
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mockedMarketOpUtils.callBase = true;
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mockedMarketOpUtils
|
mockedMarketOpUtils
|
||||||
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
||||||
.callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
.callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
||||||
numOrdersInCall.push(msl.nativeOrders.length);
|
numOrdersInCall.push(msl.nativeOrders.length);
|
||||||
numIndicativeQuotesInCall.push(msl.rfqtIndicativeQuotes.length);
|
numIndicativeQuotesInCall.push(msl.rfqtIndicativeQuotes.length);
|
||||||
})
|
})
|
||||||
.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
|
.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
|
||||||
.verifiable(TypeMoq.Times.exactly(2));
|
.verifiable(TypeMoq.Times.exactly(2));
|
||||||
|
|
||||||
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
||||||
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
||||||
ORDERS.slice(2, ORDERS.length),
|
ORDERS.slice(2, ORDERS.length),
|
||||||
totalAssetAmount,
|
totalAssetAmount,
|
||||||
{
|
{
|
||||||
...DEFAULT_OPTS,
|
...DEFAULT_OPTS,
|
||||||
rfqt: {
|
rfqt: {
|
||||||
isIndicative: true,
|
isIndicative: true,
|
||||||
apiKey: 'foo',
|
apiKey: 'foo',
|
||||||
takerAddress: randomAddress(),
|
takerAddress: randomAddress(),
|
||||||
intentOnFilling: true,
|
intentOnFilling: true,
|
||||||
quoteRequestor: {
|
quoteRequestor: {
|
||||||
requestRfqtIndicativeQuotesAsync: requestor.object.requestRfqtIndicativeQuotesAsync,
|
requestRfqtIndicativeQuotesAsync:
|
||||||
} as any,
|
requestor.object.requestRfqtIndicativeQuotesAsync,
|
||||||
},
|
} as any,
|
||||||
},
|
},
|
||||||
);
|
},
|
||||||
mockedMarketOpUtils.verifyAll();
|
);
|
||||||
requestor.verifyAll();
|
mockedMarketOpUtils.verifyAll();
|
||||||
|
requestor.verifyAll();
|
||||||
|
|
||||||
// The first and second optimizer call contains same number of RFQ orders.
|
// The first and second optimizer call contains same number of RFQ orders.
|
||||||
expect(numOrdersInCall.length).to.eql(2);
|
expect(numOrdersInCall.length).to.eql(2);
|
||||||
expect(numOrdersInCall[0]).to.eql(1);
|
expect(numOrdersInCall[0]).to.eql(1);
|
||||||
expect(numOrdersInCall[1]).to.eql(1);
|
expect(numOrdersInCall[1]).to.eql(1);
|
||||||
|
|
||||||
// The first call to optimizer will have no RFQ indicative quotes. The second call will have
|
// The first call to optimizer will have no RFQ indicative quotes. The second call will have
|
||||||
// two indicative quotes.
|
// two indicative quotes.
|
||||||
expect(numIndicativeQuotesInCall.length).to.eql(2);
|
expect(numIndicativeQuotesInCall.length).to.eql(2);
|
||||||
expect(numIndicativeQuotesInCall[0]).to.eql(0);
|
expect(numIndicativeQuotesInCall[0]).to.eql(0);
|
||||||
expect(numIndicativeQuotesInCall[1]).to.eql(2);
|
expect(numIndicativeQuotesInCall[1]).to.eql(2);
|
||||||
} : undefined);
|
}
|
||||||
|
: undefined,
|
||||||
|
);
|
||||||
|
|
||||||
it('getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
|
it(
|
||||||
const requestor = getMockedQuoteRequestor('firm', [ORDERS[0]], TypeMoq.Times.once());
|
'getMarketSellOrdersAsync() will rerun the optimizer if one or more RFQ orders are returned',
|
||||||
|
IS_PRICE_AWARE_RFQ_ENABLED
|
||||||
|
? async () => {
|
||||||
|
const requestor = getMockedQuoteRequestor('firm', [ORDERS[0]], TypeMoq.Times.once());
|
||||||
|
|
||||||
// Ensure that `_generateOptimizedOrdersAsync` is only called once
|
// Ensure that `_generateOptimizedOrdersAsync` is only called once
|
||||||
|
|
||||||
// TODO: Ensure fillable amounts increase too
|
// TODO: Ensure fillable amounts increase too
|
||||||
const numOrdersInCall: number[] = [];
|
const numOrdersInCall: number[] = [];
|
||||||
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
||||||
MarketOperationUtils,
|
MarketOperationUtils,
|
||||||
TypeMoq.MockBehavior.Loose,
|
TypeMoq.MockBehavior.Loose,
|
||||||
false,
|
false,
|
||||||
MOCK_SAMPLER,
|
MOCK_SAMPLER,
|
||||||
contractAddresses,
|
contractAddresses,
|
||||||
ORDER_DOMAIN,
|
ORDER_DOMAIN,
|
||||||
);
|
);
|
||||||
mockedMarketOpUtils.callBase = true;
|
mockedMarketOpUtils.callBase = true;
|
||||||
mockedMarketOpUtils
|
mockedMarketOpUtils
|
||||||
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
||||||
.callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
.callback(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
||||||
numOrdersInCall.push(msl.nativeOrders.length);
|
numOrdersInCall.push(msl.nativeOrders.length);
|
||||||
})
|
})
|
||||||
.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
|
.returns(async (a, b) => mockedMarketOpUtils.target._generateOptimizedOrdersAsync(a, b))
|
||||||
.verifiable(TypeMoq.Times.exactly(2));
|
.verifiable(TypeMoq.Times.exactly(2));
|
||||||
|
|
||||||
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
||||||
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
||||||
ORDERS.slice(1, ORDERS.length),
|
ORDERS.slice(1, ORDERS.length),
|
||||||
totalAssetAmount,
|
totalAssetAmount,
|
||||||
{
|
{
|
||||||
...DEFAULT_OPTS,
|
...DEFAULT_OPTS,
|
||||||
rfqt: {
|
rfqt: {
|
||||||
isIndicative: false,
|
isIndicative: false,
|
||||||
apiKey: 'foo',
|
apiKey: 'foo',
|
||||||
takerAddress: randomAddress(),
|
takerAddress: randomAddress(),
|
||||||
intentOnFilling: true,
|
intentOnFilling: true,
|
||||||
quoteRequestor: {
|
quoteRequestor: {
|
||||||
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
|
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
|
||||||
} as any,
|
} as any,
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
);
|
);
|
||||||
mockedMarketOpUtils.verifyAll();
|
mockedMarketOpUtils.verifyAll();
|
||||||
requestor.verifyAll();
|
requestor.verifyAll();
|
||||||
expect(numOrdersInCall.length).to.eql(2);
|
expect(numOrdersInCall.length).to.eql(2);
|
||||||
|
|
||||||
// The first call to optimizer was without an RFQ order.
|
// The first call to optimizer was without an RFQ order.
|
||||||
// The first call to optimizer was with an extra RFQ order.
|
// The first call to optimizer was with an extra RFQ order.
|
||||||
expect(numOrdersInCall[0]).to.eql(2);
|
expect(numOrdersInCall[0]).to.eql(2);
|
||||||
expect(numOrdersInCall[1]).to.eql(3);
|
expect(numOrdersInCall[1]).to.eql(3);
|
||||||
} : undefined);
|
}
|
||||||
|
: undefined,
|
||||||
|
);
|
||||||
|
|
||||||
it('getMarketSellOrdersAsync() will not raise a NoOptimalPath error if no initial path was found during on-chain DEX optimization, but a path was found after RFQ optimization', IS_PRICE_AWARE_RFQ_ENABLED ? async () => {
|
it(
|
||||||
let hasFirstOptimizationRun = false;
|
'getMarketSellOrdersAsync() will not raise a NoOptimalPath error if no initial path was found during on-chain DEX optimization, but a path was found after RFQ optimization',
|
||||||
let hasSecondOptimizationRun = false;
|
IS_PRICE_AWARE_RFQ_ENABLED
|
||||||
const requestor = getMockedQuoteRequestor('firm', [ORDERS[0], ORDERS[1]], TypeMoq.Times.once());
|
? async () => {
|
||||||
|
let hasFirstOptimizationRun = false;
|
||||||
|
let hasSecondOptimizationRun = false;
|
||||||
|
const requestor = getMockedQuoteRequestor(
|
||||||
|
'firm',
|
||||||
|
[ORDERS[0], ORDERS[1]],
|
||||||
|
TypeMoq.Times.once(),
|
||||||
|
);
|
||||||
|
|
||||||
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
||||||
MarketOperationUtils,
|
MarketOperationUtils,
|
||||||
TypeMoq.MockBehavior.Loose,
|
TypeMoq.MockBehavior.Loose,
|
||||||
false,
|
false,
|
||||||
MOCK_SAMPLER,
|
MOCK_SAMPLER,
|
||||||
contractAddresses,
|
contractAddresses,
|
||||||
ORDER_DOMAIN,
|
ORDER_DOMAIN,
|
||||||
);
|
);
|
||||||
mockedMarketOpUtils.callBase = true;
|
mockedMarketOpUtils.callBase = true;
|
||||||
mockedMarketOpUtils
|
mockedMarketOpUtils
|
||||||
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
.setup(m => m._generateOptimizedOrdersAsync(TypeMoq.It.isAny(), TypeMoq.It.isAny()))
|
||||||
.returns(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
.returns(async (msl: MarketSideLiquidity, _opts: GenerateOptimizedOrdersOpts) => {
|
||||||
if (msl.nativeOrders.length === 1) {
|
if (msl.nativeOrders.length === 1) {
|
||||||
hasFirstOptimizationRun = true;
|
hasFirstOptimizationRun = true;
|
||||||
throw new Error(AggregationError.NoOptimalPath);
|
throw new Error(AggregationError.NoOptimalPath);
|
||||||
} else if (msl.nativeOrders.length === 3) {
|
} else if (msl.nativeOrders.length === 3) {
|
||||||
hasSecondOptimizationRun = true;
|
hasSecondOptimizationRun = true;
|
||||||
return mockedMarketOpUtils.target._generateOptimizedOrdersAsync(msl, _opts);
|
return mockedMarketOpUtils.target._generateOptimizedOrdersAsync(msl, _opts);
|
||||||
} else {
|
} else {
|
||||||
throw new Error('Invalid path. this error message should never appear');
|
throw new Error('Invalid path. this error message should never appear');
|
||||||
}
|
}
|
||||||
})
|
})
|
||||||
.verifiable(TypeMoq.Times.exactly(2));
|
.verifiable(TypeMoq.Times.exactly(2));
|
||||||
|
|
||||||
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
const totalAssetAmount = ORDERS.map(o => o.takerAssetAmount).reduce((a, b) => a.plus(b));
|
||||||
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
await mockedMarketOpUtils.object.getMarketSellOrdersAsync(
|
||||||
ORDERS.slice(2, ORDERS.length),
|
ORDERS.slice(2, ORDERS.length),
|
||||||
totalAssetAmount,
|
totalAssetAmount,
|
||||||
{
|
{
|
||||||
...DEFAULT_OPTS,
|
...DEFAULT_OPTS,
|
||||||
rfqt: {
|
rfqt: {
|
||||||
isIndicative: false,
|
isIndicative: false,
|
||||||
apiKey: 'foo',
|
apiKey: 'foo',
|
||||||
takerAddress: randomAddress(),
|
takerAddress: randomAddress(),
|
||||||
intentOnFilling: true,
|
intentOnFilling: true,
|
||||||
quoteRequestor: {
|
quoteRequestor: {
|
||||||
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
|
requestRfqtFirmQuotesAsync: requestor.object.requestRfqtFirmQuotesAsync,
|
||||||
} as any,
|
} as any,
|
||||||
},
|
},
|
||||||
},
|
},
|
||||||
);
|
);
|
||||||
mockedMarketOpUtils.verifyAll();
|
mockedMarketOpUtils.verifyAll();
|
||||||
requestor.verifyAll();
|
requestor.verifyAll();
|
||||||
|
|
||||||
expect(hasFirstOptimizationRun).to.eql(true);
|
expect(hasFirstOptimizationRun).to.eql(true);
|
||||||
expect(hasSecondOptimizationRun).to.eql(true);
|
expect(hasSecondOptimizationRun).to.eql(true);
|
||||||
} : undefined);
|
}
|
||||||
|
: undefined,
|
||||||
|
);
|
||||||
|
|
||||||
it('getMarketSellOrdersAsync() will raise a NoOptimalPath error if no path was found during on-chain DEX optimization and RFQ optimization', async () => {
|
it('getMarketSellOrdersAsync() will raise a NoOptimalPath error if no path was found during on-chain DEX optimization and RFQ optimization', async () => {
|
||||||
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
const mockedMarketOpUtils = TypeMoq.Mock.ofType(
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user